It is well known that nonlinear instabilities may occur when the partial differential equations, describing, for example, hydrodynamic flows, are approximated by finite-difference schemes, even if the corresponding linearized equations are stable. A scalar model equation is studied, and it is proved that methods of leap-frog and Crank-Nicolson type are unstable, unless the differential equation is rewritten to make the approximations quasi-conservative. The local structure of the instabilities is discussed.
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Bengt Fornberg (1973) studied this question.
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